-83.4%
SY vs SPY
+193.9%
-277.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +15.0% | +0.1% | +14.9% | +14.9% |
| 30D | +32.1% | +0.1% | +32.0% | +32.0% |
| 3M | +36.0% | +2.0% | +34.0% | +33.6% |
| 6M | -4.2% | +13.0% | -17.2% | -14.0% |
| YTD | +7.8% | +13.5% | -5.7% | -3.3% |
| 1Y | -20.2% | +20.0% | -40.2% | -31.6% |
| 3Y | +109.2% | +77.2% | +32.1% | +24.9% |
| 5Y | -43.7% | +81.9% | -125.6% | -66.7% |
| All | -83.4% | +193.9% | -277.3% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling